CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
20 Dec 2024 11:40 PM IST
| CRUDEOILM 15JAN2025 6150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 5.76
Theta: -2.98
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 90 | 7.15 | 27.18 | 27.6 | -14 | 97 | |||
| 19 Dec | 0.00 | 82.85 | -27.05 | 25.84 | 63.2 | 60 | 119 | |||
| 18 Dec | 0.00 | 109.9 | 9.35 | 26.11 | 80.4 | 58 | 60 | |||
|
|
||||||||||
| 17 Dec | 0.00 | 100.55 | 100.55 | 27.97 | 1.6 | 3 | 3 | |||
| 16 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil Mini - strike price 6150 expiring on 15JAN2025
Delta for 6150 CE is 0.33
Historical price for 6150 CE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 90, which was 7.15 higher than the previous day. The implied volatity was 27.18, the open interest changed by -14 which decreased total open position to 97
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 82.85, which was -27.05 lower than the previous day. The implied volatity was 25.84, the open interest changed by 60 which increased total open position to 119
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 109.9, which was 9.35 higher than the previous day. The implied volatity was 26.11, the open interest changed by 58 which increased total open position to 60
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 100.55, which was 100.55 higher than the previous day. The implied volatity was 27.97, the open interest changed by 3 which increased total open position to 3
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CRUDEOILM 15JAN2025 6150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 291.2 | 0.00 | 0.00 | 0.3 | 1 | 0 |
| 19 Dec | 0.00 | 291.2 | 291.20 | 24.15 | 0.3 | 1 | 1 |
| 18 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil Mini - strike price 6150 expiring on 15JAN2025
Delta for 6150 PE is 0.00
Historical price for 6150 PE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 291.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 291.2, which was 291.20 higher than the previous day. The implied volatity was 24.15, the open interest changed by 1 which increased total open position to 1
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
